Inverse problems in finance (Q2849671)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse problems in finance |
scientific article |
Statements
Inverse problems in finance (English)
0 references
24 September 2013
0 references
inverse problems
0 references
ill-posedness
0 references
Black-Scholes model
0 references
implied volatility
0 references
calibration
0 references
Dupire's equation
0 references
vanilla options
0 references
Newton's method
0 references
gradient methods
0 references
Kaczmarz method
0 references
